Both stories certainly show the dangers of conformity. In "The Rocking-Horse Winner," the mother feels that "she felt she must cover up some fault," and even though there's never any particular person forcing her to try and prove her worth by having more, she feels that nebulous need. She wants the "discreet servants" and to be seen as part of the upper class, and her son, understanding his mother's needs, chooses to sacrifice his life. This same conformity is evident in "The Lottery" where members of this town press each other to go along with the lottery. The old man Wagner calls the towns who have given up the lottery fools and suggests that the rain may stop coming for them. Clearly, both stories have a lot of societal pressure to conform.
However, where the first story is really about love, "The Lottery" is about a lack of love or even compassion. Paul loves his mother so much that when she is desperate, he risks himself to try and give her what she needs. But in "The Lottery" the other people in town are not willing to even give up the cruel joy of stoning a woman to death. The lack of compassion for another human being is incredible, and when someone presses a stone into little Davy's hand, it's clear that this lack of compassion is being taught to the next generation. This is clearly and sharply contrasted against Paul who would sacrifice even his own life just to make his mother happier.